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COIN vs. SPYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between COIN and SPYX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

COIN vs. SPYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coinbase Global, Inc. (COIN) and SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-37.90%
38.73%
COIN
SPYX

Key characteristics

Sharpe Ratio

COIN:

-0.12

SPYX:

0.57

Sortino Ratio

COIN:

0.45

SPYX:

0.93

Omega Ratio

COIN:

1.05

SPYX:

1.14

Calmar Ratio

COIN:

-0.17

SPYX:

0.60

Martin Ratio

COIN:

-0.37

SPYX:

2.48

Ulcer Index

COIN:

26.65%

SPYX:

4.54%

Daily Std Dev

COIN:

84.37%

SPYX:

19.74%

Max Drawdown

COIN:

-90.90%

SPYX:

-32.84%

Current Drawdown

COIN:

-42.96%

SPYX:

-10.61%

Returns By Period

In the year-to-date period, COIN achieves a -17.89% return, which is significantly lower than SPYX's -6.56% return.


COIN

YTD

-17.89%

1M

-0.18%

6M

-2.53%

1Y

-9.14%

5Y*

N/A

10Y*

N/A

SPYX

YTD

-6.56%

1M

-4.73%

6M

-5.12%

1Y

9.92%

5Y*

15.51%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

COIN vs. SPYX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COIN
The Risk-Adjusted Performance Rank of COIN is 4747
Overall Rank
The Sharpe Ratio Rank of COIN is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of COIN is 5151
Sortino Ratio Rank
The Omega Ratio Rank of COIN is 4949
Omega Ratio Rank
The Calmar Ratio Rank of COIN is 4242
Calmar Ratio Rank
The Martin Ratio Rank of COIN is 4545
Martin Ratio Rank

SPYX
The Risk-Adjusted Performance Rank of SPYX is 6666
Overall Rank
The Sharpe Ratio Rank of SPYX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPYX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SPYX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPYX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COIN vs. SPYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coinbase Global, Inc. (COIN) and SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for COIN, currently valued at -0.12, compared to the broader market-2.00-1.000.001.002.003.00
COIN: -0.12
SPYX: 0.57
The chart of Sortino ratio for COIN, currently valued at 0.45, compared to the broader market-6.00-4.00-2.000.002.004.00
COIN: 0.45
SPYX: 0.93
The chart of Omega ratio for COIN, currently valued at 1.05, compared to the broader market0.501.001.502.00
COIN: 1.05
SPYX: 1.14
The chart of Calmar ratio for COIN, currently valued at -0.17, compared to the broader market0.001.002.003.004.005.00
COIN: -0.17
SPYX: 0.60
The chart of Martin ratio for COIN, currently valued at -0.37, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
COIN: -0.37
SPYX: 2.48

The current COIN Sharpe Ratio is -0.12, which is lower than the SPYX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of COIN and SPYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.12
0.57
COIN
SPYX

Dividends

COIN vs. SPYX - Dividend Comparison

COIN has not paid dividends to shareholders, while SPYX's dividend yield for the trailing twelve months is around 1.14%.


TTM2024202320222021202020192018201720162015
COIN
Coinbase Global, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
1.14%1.05%1.21%1.41%1.04%1.33%1.56%1.92%1.68%1.91%0.49%

Drawdowns

COIN vs. SPYX - Drawdown Comparison

The maximum COIN drawdown since its inception was -90.90%, which is greater than SPYX's maximum drawdown of -32.84%. Use the drawdown chart below to compare losses from any high point for COIN and SPYX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.96%
-10.61%
COIN
SPYX

Volatility

COIN vs. SPYX - Volatility Comparison

Coinbase Global, Inc. (COIN) has a higher volatility of 25.20% compared to SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) at 14.48%. This indicates that COIN's price experiences larger fluctuations and is considered to be riskier than SPYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
25.20%
14.48%
COIN
SPYX